Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.276890 0.300760 0.326503 0.356458 0.390523 0.428254 0.473480
2025-04-27 0.248213 0.279234 0.314456 0.357806 0.410283 0.472491 0.552949
2025-05-04 0.227291 0.262606 0.304328 0.358020 0.426438 0.512369 0.631281
2025-05-11 0.212076 0.250549 0.297556 0.360434 0.444304 0.555395 0.719377
2025-05-18 0.194385 0.233542 0.282626 0.350284 0.443872 0.573342 0.775181
2025-05-25 0.178674 0.217619 0.267473 0.337932 0.438449 0.582847 0.819219
2025-06-01 0.169969 0.209981 0.262341 0.338337 0.450435 0.618338 0.908926
2025-06-08 0.165754 0.207835 0.264188 0.348339 0.477064 0.679067 1.051878
2025-06-15 0.159665 0.202645 0.261311 0.351024 0.492583 0.723954 1.176509
2025-06-22 0.152824 0.195935 0.255729 0.349032 0.500248 0.756426 1.284671
2025-06-29 0.146679 0.189806 0.250506 0.347020 0.507439 0.788740 1.399920
2025-07-06 0.138928 0.180968 0.240764 0.337141 0.500320 0.793899 1.457729
2025-07-13 0.134606 0.177000 0.238219 0.338852 0.513919 0.841184 1.627949
2025-07-20 0.130336 0.172866 0.235137 0.339383 0.525413 0.886180 1.807812
2025-07-27 0.126216 0.168729 0.231776 0.339128 0.535365 0.929629 1.999657
2025-08-03 0.122922 0.165647 0.229840 0.341073 0.549571 0.984536 2.246438
2025-08-10 0.117301 0.158793 0.221596 0.331518 0.540580 0.986503 2.333630
2025-08-17 0.111625 0.151638 0.212551 0.319995 0.526679 0.975309 2.375480
2025-08-24 0.108835 0.148799 0.210282 0.320304 0.536486 1.021547 2.634425
2025-08-31 0.108040 0.148990 0.212890 0.329502 0.565443 1.120173 3.144989
2025-09-07 0.105950 0.147053 0.211879 0.331954 0.580441 1.186564 3.575829
2025-09-14 0.103169 0.143908 0.208694 0.330098 0.585850 1.228429 3.929597
2025-09-21 0.100543 0.140911 0.205616 0.328230 0.591030 1.270842 4.322290